Related papers: Entropy correlation distance method applied to stu…
Starting from the idea of Tsallis on non-extensive statistical mechanics and the {\it q-entropy} notion, we recall the Theil index $Th$ and transform it into the $Th_q$ index. Both indices can be used to map onto themselves any time series…
Economy correlations between the 19 richest countries are investigated through their Gross Domestic Product increments. A distance is defined between increment correlation matrix elements and their evolution studied as a function of time…
The correlation between G7 countries has been analysed on the basis of Gross Domestic Product using different distance functions i.e. discrete, linear correlation and distribution distance. The distance matrics is analysed by various graph…
Different distance matrices are defined and applied to look for correlations between the gross domestic product of G7 countries. Results are illustrated through displays obtained from various graph methods. Significant similarities between…
We set in this paper a coherent theory based on functional empirical processes to consider both the poverty and the inequality indices in one Gaussian field enabling to study the influence of the one on the other. We use the General Poverty…
We show how the Shannon entropy function can be used as a basis to set up complexity measures weighting the economic efficiency of countries and the specialization of products beyond bare diversification. This entropy function guarantees…
The economy globalization measure problem is discussed. Four macroeconomic indices of twenty among the "richest" countries are examined. Four types of "distances" are calculated.Two types of networks are next constructed for each distance…
In this paper we aim to find a measure for the diversity of cash flows between agents in an economy. We argue that cash flows can be linked to probabilities of finding a currency unit in a given cash flow. We then use the information…
We show that the von Neumann entropy (from herein referred to as the von Neumann index) of a graph's trace normalized combinatorial Laplacian provides structural information about the level of centralization across a graph. This is done by…
The cluster analysis methods are used in order to perform a comparative study of 15 EU countries in relation with the fluctuations of some basic macroeconomic indicators. The statistical distances between countries are calculated for…
We define an entropy based on a chosen governing probability distribution. If a certain kind of measurements follow such a distribution it also gives us a suitable scale to study it with. This scale will appear as a link function that is…
The paper applies some recent developments of network analysis in order to perform a comparative study of EU countries in relation with the fluctuations of some macroeconomic indicators. The statistical distances between countries,…
A new method is proposed for analyzing complexity and studying the information in random geometric networks using Tsallis entropy tool. Tsallis entropy of the ensemble of random geometric networks is calculated based on the components of…
Entropic uncertainty relations are interesting in their own rights as well as for a lot of applications. Keeping this in mind, we try to make the corresponding inequalities as tight as possible. The use of parametrized entropies also allows…
Earlier studies have shown that stock market distributions can be well described by distributions derived from Tsallis entropy, which is a generalization of Shannon entropy to non-extensive systems. In this paper, Tsallis relative entropy…
Here, we propose a new tool to estimate the complexity of a time series: the entropy of difference (ED). The method is based solely on the sign of the difference between neighboring values in a time series. This makes it possible to…
This thesis applies entropy as a model independent measure to address three research questions concerning financial time series. In the first study we apply transfer entropy to drawdowns and drawups in foreign exchange rates, to study their…
By borrowing methods from complex system analysis, in this paper we analyze the features of the complex relationship that links the development and the industrialization of a country to economic inequality. In order to do this, we identify…
A new algorithm of the analysis of correlation among economy time series is proposed. The algorithm is based on the power law classification scheme (PLCS) followed by the analysis of the network on the percolation threshold (NPT). The…
Different shares of distinct commodity sectors in production, trade, and consumption illustrate how resources and capital are allocated and invested. Economic progress has been claimed to change the share distribution in a universal manner…